Efficiently sampling nested Archimedean copulas (Q452526): Difference between revisions
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Revision as of 23:11, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently sampling nested Archimedean copulas |
scientific article |
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Efficiently sampling nested Archimedean copulas (English)
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15 September 2012
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Archimedean copulas
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Laplace
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Stieltjes transforms
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sampling algorithms
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exponentially tilted stable distributions
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